+9,633.5%
UNP vs AZO
+41,812.3%
-32,178.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -1.2% | -2.9% | +1.8% | -0.4% |
| 30D | -2.0% | -5.3% | +3.3% | -0.7% |
| 3M | +7.5% | -7.3% | +14.9% | +9.3% |
| 6M | +15.3% | -22.7% | +38.0% | +22.4% |
| YTD | +25.4% | -15.0% | +40.5% | +29.4% |
| 1Y | +35.6% | -32.2% | +67.8% | +48.1% |
| 3Y | +44.1% | +10.0% | +34.1% | +37.5% |
| 5Y | +54.0% | +85.8% | -31.9% | +26.9% |
| 10Y | +283.9% | +298.9% | -14.9% | +156.2% |
| All | +9,633.5% | +41,812.3% | -32,178.8% | +2,496.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AZO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling